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An iterative procedure to solve HJBI equations in nonlinear H_infinity control.

Date

Authors

Feng, Yantao

Rotkowitz, Michael

Anderson, Brian

Publisher

Elsevier

Abstract

In this paper, an iterative algorithm to solve a special class of Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations is proposed. By constructing two series of nonnegative functions, we replace the problem of solving an HJBI equation by the problem of solving a sequence of Hamilton-Jacobi-Bellman (HJB) equations whose solutions can be approximated recursively by existing methods. The local convergence of the algorithm is guaranteed. A numerical example is provided to demonstrate the accuracy of the proposed algorithm.

Keywords

Keywords: Differential or dynamic games; Existing method; Hamilton-Jacobi-Bellman; Hamilton-Jacobi-Bellman equations; Iterative algorithm; Iterative procedures; Local Convergence; Nonlinear H-infinity control; Nonnegative functions; Numerical example; Robust contro Differential or dynamic games; Robust control of nonlinear systems; Robust controller synthesis

URI

http://hdl.handle.net/1885/22863

Collections

ANU Research Publications

Source

Proceedings of International Federation of Automatic Control World Congress (SYSID 2008)

Type

Conference paper

DOI

10.3182/20080706-5-KR-1001.2050

Restricted until

2037-12-31

Downloads

File

Description

01_Feng_An_iterative_procedure_to_2008.pdf (256.41 KB)

02_Feng_An_iterative_procedure_to_2008.pdf (618.82 KB)

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